StatTimeSerAnalysis::CheckARMACoeffs Function

Overload List

#SignatureDescription
1bool CheckARMACoeffs(const DewArray<double> &Pars, const bool Causality = true);Check AR(MA) coeefficients.
2bool CheckARMACoeffs(TVec *Coeffs, const bool Causality = true);

Overload 1: bool CheckARMACoeffs(const DewArray<double> &Pars, const bool Causality = true);

Check AR(MA) coeefficients.

#NameTypeDescription
1Parsconst DewArray<double> &Phi (AR) or Theta (MA) coefficients.
2Causality = trueconst boolIf true, Params are checked for causality. If false, Params are checked for invertibility.

Returns: true, if coefficients are causal/invertible.

Remarks:

Check if AR coefficients are causal or MA coefficients are invertible.

Declared in Dew::Stats::Units::StatTimeSerAnalysis · Dew.Stats/Units.StatTimeSerAnalysis.h · Cross-compiler

Overload 2: bool CheckARMACoeffs(TVec *Coeffs, const bool Causality = true);

#NameTypeDescription
1CoeffsTVec *
2Causality = trueconst bool
Declared in Dew::Stats::Units::StatTimeSerAnalysis · Dew.Stats/Units.StatTimeSerAnalysis.h · Cross-compiler